"I have no shortage of material or offers, it's just a case of what you select to do. But I think it's realistic that my chances of playing Romeo are now over"

Sean Connery is suggesting that his possibilities of playing Romeo in a production are now over. He is suggesting that he has plenty of other product and offers to select from, but that he has actually chosen to move on from the role of Romeo. He is likely describing his age, as he is now in his 80s and the role of Romeo is traditionally played by a much more youthful actor. Connery is most likely revealing his disappointment at not having the ability to play the role, but is also suggesting that he is content with the other material and uses he has actually received. He is likely recommending that he is still in need which he is still able to make a living in the entertainment industry.